Anyone every cashed in retirement funds instead of rolling over?

[Stacey Adams]

I am debating if I should take the penalty hit on cashing out my retirement fund and be free to invest the money however I want.  I know everyone says its better to roll it over to self-directed but I need the money for a small business as well and rather not deal with the paper work if I don't have to.

I guess what I am asking is in what situation would it make more sense to just cash out?

Thanks!